On the relationship between empirical likelihood and empirical saddlepoint approximation for multivariate M-estimators (Q3142234)

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On the relationship between empirical likelihood and empirical saddlepoint approximation for multivariate M-estimators
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    On the relationship between empirical likelihood and empirical saddlepoint approximation for multivariate M-estimators (English)
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    14 December 1993
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    empirical bootstrap likelihood
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    influence function
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    saddlepoint approximation
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    small sample asymptotics
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    multivariate \(M\)-estimator
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    expansion
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    empirical log-likelihood ratio
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    empirical cumulant generating function
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    empirical likelihood
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    empirical saddlepoint approximations
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    nonparametric approximation
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    confidence regions
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